NYMEX Light Sweet Crude Oil Future January 2024


Trading Metrics calculated at close of trading on 13-Dec-2023
Day Change Summary
Previous Current
12-Dec-2023 13-Dec-2023 Change Change % Previous Week
Open 71.43 68.73 -2.70 -3.8% 74.58
High 71.96 69.89 -2.07 -2.9% 75.03
Low 68.22 67.71 -0.51 -0.7% 68.80
Close 68.61 69.47 0.86 1.3% 71.23
Range 3.74 2.18 -1.56 -41.7% 6.23
ATR 2.64 2.60 -0.03 -1.2% 0.00
Volume 324,530 306,996 -17,534 -5.4% 1,825,588
Daily Pivots for day following 13-Dec-2023
Classic Woodie Camarilla DeMark
R4 75.56 74.70 70.67
R3 73.38 72.52 70.07
R2 71.20 71.20 69.87
R1 70.34 70.34 69.67 70.77
PP 69.02 69.02 69.02 69.24
S1 68.16 68.16 69.27 68.59
S2 66.84 66.84 69.07
S3 64.66 65.98 68.87
S4 62.48 63.80 68.27
Weekly Pivots for week ending 08-Dec-2023
Classic Woodie Camarilla DeMark
R4 90.38 87.03 74.66
R3 84.15 80.80 72.94
R2 77.92 77.92 72.37
R1 74.57 74.57 71.80 73.13
PP 71.69 71.69 71.69 70.97
S1 68.34 68.34 70.66 66.90
S2 65.46 65.46 70.09
S3 59.23 62.11 69.52
S4 53.00 55.88 67.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.96 67.71 4.25 6.1% 2.24 3.2% 41% False True 309,438
10 79.60 67.71 11.89 17.1% 2.66 3.8% 15% False True 364,967
20 79.60 67.71 11.89 17.1% 2.69 3.9% 15% False True 338,911
40 88.37 67.71 20.66 29.7% 2.68 3.9% 9% False True 241,738
60 90.27 67.71 22.56 32.5% 2.57 3.7% 8% False True 194,198
80 90.27 67.71 22.56 32.5% 2.32 3.3% 8% False True 158,696
100 90.27 67.71 22.56 32.5% 2.19 3.2% 8% False True 132,404
120 90.27 67.45 22.82 32.8% 2.10 3.0% 9% False False 113,825
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.77
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 79.16
2.618 75.60
1.618 73.42
1.000 72.07
0.618 71.24
HIGH 69.89
0.618 69.06
0.500 68.80
0.382 68.54
LOW 67.71
0.618 66.36
1.000 65.53
1.618 64.18
2.618 62.00
4.250 58.45
Fisher Pivots for day following 13-Dec-2023
Pivot 1 day 3 day
R1 69.25 69.84
PP 69.02 69.71
S1 68.80 69.59

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols